Message type: E = Error
Message class: T8 - Analysis system evaluations
Message number: 128
Message text: Swaptions on non-standard swaps cannot be calculated at present
As an underlying for the swaption, you have specified a currency
interest rate swap or a swap with either changing reference interest
rates or changing nominal amounts on the variable side.
The swaption is not valued.
Error message extract from SAP system. Copyright SAP SE.
T8128
- Swaptions on non-standard swaps cannot be calculated at present ?The SAP error message T8128, which states "Swaptions on non-standard swaps cannot be calculated at present," typically occurs in the context of financial instruments and derivatives, particularly when dealing with swaptions (options on swaps) in the SAP system. This error indicates that the system is unable to process swaptions for non-standard swaps due to certain limitations or configurations. Causes: Non-Standard Swap Configuration: The swap in question may not conform to the standard definitions or parameters expected by the SAP system. This could be due to custom terms, conditions, or structures that are not supported. Missing Data: Required data for the swap or swaption may be incomplete or incorrectly configured in the system. System Limitations: The version of SAP being used may have limitations regarding the types of financial instruments it can handle, particularly for complex or non-standard derivatives. Incorrect Settings: The configuration settings for the financial instruments module may not be set up correctly, leading
Get instant SAP help. Sign up for our Free Essentials Plan.
T8127
Enter the reference interest rate
Self-Explanatory Message Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of...
T8126
Enter the number of units for the underlying
Self-Explanatory Message Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of...
T8129
American-style option cannot be valued
Self-Explanatory Message Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of...
T8130
Ref.int.rate &1 is referred to several times, yield curve &2 is used
What causes this issue? A reference interest rate is referred to several times for the curve shift of the scenario (related to various curves and shi...
Click on this link to search all SAP messages.